Senior Ldi Analyst - London, United Kingdom - eFinancialCareers

Tom O´Connor

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Tom O´Connor

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Description

About Columbia Threadneedle Investments

You'll find the promise we make to our clients is the same one we make to our employees
:Your success is our priority.


Here, you'll find growth and career opportunities across all our businesses. We're intentionally built to help you succeed. Our reach is expansive with a global team of 2,000 people working together. Our expertise is diverse with more than 450 investment professionalssharing global perspectives across all major asset classes and markets.

Our clients have access to a broad array of investment strategies and we have the capability to create bespoke solutions matched to clients' specific requirements.

We appreciate that work-life balance is an important factor for many when considering their next move so please discuss any flexible working requirements directly with your recruiter.


Job Purpose Statement
Where you'll fit in & what our team goals are....

As the Senior LDI Analyst, you will analyse and understand the business requirements / mechanics for new derivative instruments and products, including valuation and reporting within the Imagine System and the wider Investment Support team.

You'll also be monitoring LDI fund benchmarks and support performance and client reporting and Design and maintain dashboards and tools utilised for LDI reporting as well as by the LDI front office.


Role Responsibilities
How you'll spend your time....- Develop and maintain new and existing dashboards in Imagine and My Imagine

  • Develop and maintain new and existing tools to supplement Imagine and My Imagine
  • Assist in the production of LDI end client reporting at month and quarter ends
  • Understand the structure and complexity of LDI Products / clients
  • Responsible for the maintenance and integrity of Imagine data
  • Analyse and implement new and changes to Imagine and products.

Tasks / areas of analysis include:

  • Business requirements for new derivatives
  • Mechanics / characteristics of the instrument or product
  • Models and valuations in Imagine
  • Develop any additional tools required to support the core systems
  • Provide expertise for Senior Management on Derivative issues and solutions
  • Ensure daily interaction with front office fund management teams
  • Presentation to Senior Management and / or relevant committees
  • Provide recommendations to enhance existing Imagine including focusing on designing and implementing new models and tools
  • LDI performance and risk analytics, including hedge effectiveness versus client benchmarks
  • Analysis of derivatives portfolios including shock and scenario analysis for Dutch Regulatory Reporting purposes
  • On boarding of new funds, instruments and products within the Imagine
  • Enhancement and upgrade of Imagine
  • Understand and adhere to Derivative related regulatory / market requirements
  • Involvement with all Derivative based projects
  • Maintaining relationships with key stakeholders
  • Provide ongoing support for client reporting

Key Capabilities
To be successful in this role you will have....- Strong derivatives and fixed income knowledge, particularly in the context of LDI

  • Excellent numerical ability
  • Excellent problem solving
  • Investigative by nature
  • Experience with BVAL an advantage
  • VBA programming experience an advantage
  • Java Script programming an advantage
  • Aladdin user

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